+187.4%
CF vs TXG
+20.5%
+166.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.7% | -9.8% | -0.5% |
| 7D | -0.9% | +5.5% | -6.4% | -1.2% |
| 30D | +6.9% | -19.3% | +26.3% | +7.6% |
| 3M | +4.8% | +25.0% | -20.2% | +3.1% |
| 6M | +4.7% | +201.2% | -196.5% | -1.9% |
| YTD | +56.5% | +298.8% | -242.3% | +43.0% |
| 1Y | +48.4% | +326.6% | -278.1% | +34.7% |
| 3Y | +59.1% | +78.3% | -19.2% | +49.2% |
| 5Y | +109.5% | -61.3% | +170.9% | +112.6% |
| All | +187.4% | +20.5% | +166.9% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling